| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
3,353.0 |
3,385.0 |
32.0 |
1.0% |
3,347.0 |
| High |
3,404.0 |
3,392.0 |
-12.0 |
-0.4% |
3,431.0 |
| Low |
3,335.0 |
3,360.0 |
25.0 |
0.7% |
3,327.0 |
| Close |
3,382.0 |
3,374.0 |
-8.0 |
-0.2% |
3,398.0 |
| Range |
69.0 |
32.0 |
-37.0 |
-53.6% |
104.0 |
| ATR |
76.1 |
72.9 |
-3.1 |
-4.1% |
0.0 |
| Volume |
729,886 |
1,083,499 |
353,613 |
48.4% |
5,085,819 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,471.3 |
3,454.7 |
3,391.6 |
|
| R3 |
3,439.3 |
3,422.7 |
3,382.8 |
|
| R2 |
3,407.3 |
3,407.3 |
3,379.9 |
|
| R1 |
3,390.7 |
3,390.7 |
3,376.9 |
3,383.0 |
| PP |
3,375.3 |
3,375.3 |
3,375.3 |
3,371.5 |
| S1 |
3,358.7 |
3,358.7 |
3,371.1 |
3,351.0 |
| S2 |
3,343.3 |
3,343.3 |
3,368.1 |
|
| S3 |
3,311.3 |
3,326.7 |
3,365.2 |
|
| S4 |
3,279.3 |
3,294.7 |
3,356.4 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,697.3 |
3,651.7 |
3,455.2 |
|
| R3 |
3,593.3 |
3,547.7 |
3,426.6 |
|
| R2 |
3,489.3 |
3,489.3 |
3,417.1 |
|
| R1 |
3,443.7 |
3,443.7 |
3,407.5 |
3,466.5 |
| PP |
3,385.3 |
3,385.3 |
3,385.3 |
3,396.8 |
| S1 |
3,339.7 |
3,339.7 |
3,388.5 |
3,362.5 |
| S2 |
3,281.3 |
3,281.3 |
3,378.9 |
|
| S3 |
3,177.3 |
3,235.7 |
3,369.4 |
|
| S4 |
3,073.3 |
3,131.7 |
3,340.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,415.0 |
3,321.0 |
94.0 |
2.8% |
51.0 |
1.5% |
56% |
False |
False |
969,201 |
| 10 |
3,431.0 |
3,309.0 |
122.0 |
3.6% |
58.9 |
1.7% |
53% |
False |
False |
1,037,221 |
| 20 |
3,431.0 |
2,996.0 |
435.0 |
12.9% |
73.3 |
2.2% |
87% |
False |
False |
1,291,162 |
| 40 |
3,431.0 |
2,913.0 |
518.0 |
15.4% |
78.4 |
2.3% |
89% |
False |
False |
1,219,036 |
| 60 |
3,431.0 |
2,913.0 |
518.0 |
15.4% |
68.5 |
2.0% |
89% |
False |
False |
829,157 |
| 80 |
3,431.0 |
2,768.0 |
663.0 |
19.7% |
68.2 |
2.0% |
91% |
False |
False |
625,842 |
| 100 |
3,431.0 |
2,768.0 |
663.0 |
19.7% |
65.4 |
1.9% |
91% |
False |
False |
501,096 |
| 120 |
3,431.0 |
2,768.0 |
663.0 |
19.7% |
59.2 |
1.8% |
91% |
False |
False |
417,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,528.0 |
|
2.618 |
3,475.8 |
|
1.618 |
3,443.8 |
|
1.000 |
3,424.0 |
|
0.618 |
3,411.8 |
|
HIGH |
3,392.0 |
|
0.618 |
3,379.8 |
|
0.500 |
3,376.0 |
|
0.382 |
3,372.2 |
|
LOW |
3,360.0 |
|
0.618 |
3,340.2 |
|
1.000 |
3,328.0 |
|
1.618 |
3,308.2 |
|
2.618 |
3,276.2 |
|
4.250 |
3,224.0 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,376.0 |
3,370.2 |
| PP |
3,375.3 |
3,366.3 |
| S1 |
3,374.7 |
3,362.5 |
|